When you create an autorun HTML file that includes setting the Internet Explorer to run in KIOSK mode, you will need to provide the user a way to close the autorun html. The simplest way to do this is to add a link (image or text) that does the JavaScript to close the browser window.

The above code will generate a link called "Close Window" that, when clicked, will close the KIOSK browser window for Internet Explorer. You can read this FAQ for information on setting up an HTML to autorun with menus, buttons and fancy graphics.